@article{economics2008-13,
 author = {Julia V. Giese},
 title = {Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model},
 journal = {Economics: The Open-Access, Open-Assessment E-Journal},
 volume = {2},
 year = {2008},
 number = {2008-13},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2008-13}
}